+503.6%
IBKR vs STLD
+286.6%
+217.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.8% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | -0.2% | -8.9% | +8.7% | +2.6% |
| 3M | +3.0% | -14.0% | +17.0% | +7.5% |
| 6M | +33.9% | +30.8% | +3.0% | +20.8% |
| YTD | +42.5% | +42.3% | +0.2% | +24.8% |
| 1Y | +44.9% | +81.1% | -36.2% | +17.2% |
| 3Y | +293.0% | +149.2% | +143.8% | +184.2% |
| All | +503.6% | +286.6% | +217.0% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling